+68.4%
SAP vs UVXY
-94.2%
+162.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.7% |
| 7D | +0.6% | -22.1% | +22.7% | -1.3% |
| 30D | +6.5% | +8.2% | -1.6% | +8.6% |
| 3M | +12.2% | -12.3% | +24.6% | +12.3% |
| 6M | +46.1% | -51.0% | +97.1% | +38.5% |
| YTD | -1.6% | -49.9% | +48.3% | -4.4% |
| 1Y | -5.1% | -67.7% | +62.6% | -11.7% |
| 3Y | +68.4% | -94.1% | +162.5% | +56.6% |
| All | +68.4% | -94.2% | +162.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling